-24.1%
CLS vs ADP
+24.2%
-48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +5.0% |
| 7D | +23.5% | +0.3% | +23.3% | +23.8% |
| 30D | -28.9% | +11.6% | -40.5% | -21.4% |
| 3M | -25.2% | +15.1% | -40.2% | -14.9% |
| 6M | -32.1% | +46.0% | -78.1% | -10.5% |
| YTD | -14.1% | +22.4% | -36.5% | -5.8% |
| 1Y | -24.1% | +24.5% | -48.5% | -15.0% |
| All | -24.1% | +24.2% | -48.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling